AKGP RUB[Strategy] vs [Benchmark] GLDRUB_TOM RUB

30 Jun, 2025 - 1 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	50.0%	0.0%
Cumulative Return	0.5%	0.0%
CAGR﹪	517.47%	0.0%
Sharpe	10.02	-
Prob. Sharpe Ratio	-	-
Smart Sharpe	-	-
Sortino	186.56	-15.87
Smart Sortino	-	-
Sortino/√2	131.92	-11.22
Smart Sortino/√2	-	-
Omega	17.62	17.62
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	5.61%	0.0%
R^2	0.0	0.0
Information Ratio	0.71	0.71
Calmar	-	-
Skew	-	-
Kurtosis	-	-
Expected Daily	0.25%	0.0%
Expected Monthly	0.25%	0.0%
Expected Yearly	0.5%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	1.0%
Daily Value-at-Risk	-0.33%	-
Expected Shortfall (cVaR)	-0.33%	-
Max Consecutive Wins	1	0
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	19.0	-
Outlier Win Ratio	0.99	-
Outlier Loss Ratio	-	-
MTD	0.5%	0.0%
3M	0.5%	0.0%
6M	0.5%	0.0%
YTD	0.5%	0.0%
1Y	0.5%	0.0%
3Y (ann.)	517.47%	0.0%
5Y (ann.)	517.47%	0.0%
10Y (ann.)	517.47%	0.0%
All-time (ann.)	517.47%	0.0%
Best Day	0.5%	0.0%
Worst Day	0.0%	0.0%
Best Month	0.5%	0.0%
Worst Month	0.0%	0.0%
Best Year	0.5%	0.0%
Worst Year	0.5%	0.0%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	100.0%	0.0%
Win Month	100.0%	0.0%
Win Quarter	100.0%	0.0%
Win Year	100.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-
Avg. Drawdown Days	-	-